{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/SF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SF.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"SF","page_tier":"B","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":67.55999755859375,"previous_close":68.69000244140625,"delta_neutral":60.32434800580094,"gamma_neutral":67.55999755859375,"gamma_max":79.04831510855082,"total_open_interest":3899,"previous_open_interest":4750,"listed_contracts":44,"listed_calls":28,"listed_puts":18,"gamma_max_distance_pct":17.004615105252828,"delta_neutral_distance_pct":-10.709961240773342,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-17.91578947368421,"call_open_interest":3433,"put_open_interest":466,"put_call_open_interest_ratio":0.13574133411010778,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":3.6116082439021304,"all_expiration_max_pain":70,"net_gamma_exposure":303596.8434432485,"net_gamma_exposure_per_100k_open_interest":7786530.993671415,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":90,"call_wall_distance_pct":33.21492488501703,"put_wall":65,"put_wall_distance_pct":-3.7892209163765926,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2614},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":67.56,"totalOi":4704,"analysisCoverage":0.9444,"avgIvPct":440.8,"ivRank":100,"iv52wHighPct":440.8,"iv52wLowPct":44.5,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":24.33,"riskReversal30dPp":24.33,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.174,"putCallOiFrontRatio":0.125,"putCallVolumeFrontRatio":0.2,"optionVolume":28,"volumeOiRatio":0.005952,"netDeltaNormalized":0.097638,"dealerDeltaNormalized":-0.097638,"gexPer100kOi":4851092.687075,"vannaPer100kOi":4166.666667,"charmPer100kOi":-461245.748299,"weekendDeltaShiftPer100kOi":-1383737.244898,"ivSurfaceRangePp":67.4,"gammaFlipDistancePct":9.872706,"maxPainDistancePct":3.611604,"peakCallDistancePct":3.611604,"peakPutDistancePct":-11.190053},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SF.json?date=2026-10-16&public_schema=4","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}